Lightbox Popup

I'm trying to add a video to my course using the lightbox popup option. I have an action to go to web address... input my address open in new window and then select using the lightbox popup style. When I text the course, the video does not load, I get a grey background with a sad face with a message 'refused to connect.'

If I do not use the lightbox popup feature, and just indicate open in new window, the video plays.

Any thoughts as to why the video will not load in the lightbox popup view?